+216.9%
B vs AMP
+452.8%
-235.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.9% | -3.0% |
| 7D | -6.2% | +1.2% | -7.4% | -6.3% |
| 30D | -6.6% | +4.4% | -11.1% | -6.9% |
| 3M | -7.9% | -8.8% | +1.0% | -7.3% |
| 6M | -16.8% | +9.9% | -26.7% | -17.4% |
| YTD | -11.7% | +6.1% | -17.8% | -12.2% |
| 1Y | +3.5% | +10.6% | -7.1% | +2.6% |
| 3Y | +165.7% | +58.8% | +106.9% | +156.4% |
| 5Y | +108.4% | +79.0% | +29.4% | +98.9% |
| All | +216.9% | +452.8% | -235.9% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling